A securities selling game

DOI10.1007/S10598-019-09455-WzbMATH Open1431.91077OpenAlexW2969287252MaRDI QIDQ2290983FDOQ2290983

Authors: V. V. Morozov 

Publication date: 29 January 2020

Published in: Computational Mathematics and Modeling (Search for Journal in Brave)

Full work available at URL: https://link.springer.com/content/pdf/10.1007/s10598-019-09455-w.pdf

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zbMATH Keywords

competitive ratiozero-sum gamefinancial marketSavage's regret criterion

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Applications of game theory (91A80) Multistage and repeated games (91A20)

Cites Work

• Title not available (Why is that?)
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• New Algorithms for Bin Packing

Cited In (1)

• Simple games of market manipulation

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